Question: (Stochastic regressors) In the linear regression model y= a + x,+u, Suppose that x, IN(0, 1). What is the (asymptotic) distribution of the least squares
(Stochastic regressors) In the linear regression model y= a + x,+u, Suppose that x, IN(0, 1). What is the (asymptotic) distribution of the least squares estimator ? Just state the result. Proof not required.
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